Abstract
In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further conditions are satisfied, the parameters converge to a multivariate normal distribution.
Citation
Taral Guldahl Seierstad. "A central limit theorem via differential equations." Ann. Appl. Probab. 19 (2) 661 - 675, April 2009. https://doi.org/10.1214/08-AAP557
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